Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47295.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45900.13 Kr¶

PnL: ---------------------------------------> -988.44 Kr¶

DD now: ---------------------------------> -2.745 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 17:20:28.546106'

Anic Portfolio¶

Today¶

Return: -0.294 %¶

This Week¶

Return: -1.289 %¶

Total¶

Return: 54.832 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 3.320000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
HMS Networks 2 14.110000 789.200000 116.200000 17.270000 673.000000
SAAB B 8 1.080000 3444.800000 67.800000 2.010000 3377.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.280000 390.900000 35.900000 10.110000 355.000000
Nordea Bank Abp 29 0.330000 3480.580000 26.580000 0.770000 3453.999992
Corem Property Group B 59 -2.490000 601.800000 24.800000 4.300000 576.999999
AcadeMedia 12 -1.350000 577.680000 20.680000 3.710000 557.000004
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
Intrum 4 2.900000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 0.910000 542.500000 14.500000 2.750000 527.999997
Swedbank A 3 -0.390000 577.500000 13.500000 2.390000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 1.410000 553.920000 10.920000 2.010000 543.000000
Eastnine 4 -0.160000 501.600000 10.600000 2.160000 491.000000
Boozt 12 -0.290000 1663.200000 9.200000 0.560000 1653.999996
Securitas B 6 -0.150000 577.920000 7.920000 1.390000 570.000000
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Coor Service Management Hold. 8 0.000000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.340000 246.840000 0.840000 0.340000 246.000000
CTEK 13 0.810000 533.390000 -0.610000 -0.110000 533.999999
Handelsbanken A 5 0.280000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 1.350000 568.890000 -14.110000 -2.420000 582.999984
Essity B 2 -1.860000 548.800000 -25.200000 -4.390000 574.000000
International Petroleum Corp. 5 0.180000 553.500000 -41.070000 -6.910000 594.565215
Essity A 4 -1.430000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 2.360000 546.110000 -66.890000 -10.910000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -10.260000 2818.400000 -152.600000 -5.140000 2971.000006
Fasadgruppen Group 35 -0.390000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45900.130000 -988.440000 -2.74477% 46888.564618

Updated:¶

'2023-01-26 17:20:41.655074'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶